Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 543,002 CHF | 546,002 CHF | 100.00% | 100.00% |
12/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 545,653 CHF | 548,653 CHF | 100.00% | 100.00% |
11/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300,000 | 300,000 | 299,743 | 299,743 | 549,207 CHF | 552,207 CHF | 100.00% | 100.00% |
10/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 553,729 CHF | 556,729 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300,000 | 300,000 | 299,696 | 299,696 | 552,703 CHF | 555,703 CHF | 100.00% | 100.00% |
08/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 546,692 CHF | 549,692 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 553,975 CHF | 556,975 CHF | 100.00% | 100.00% |
04/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 560,342 CHF | 563,342 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 566,354 CHF | 569,354 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 570,525 CHF | 573,525 CHF | 100.00% | 100.00% |